Stable
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 25% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stable, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Feb 20, 2007, corresponding to the inception date of UUP
Returns By Period
As of Dec 3, 2024, the Stable returned 15.55% Year-To-Date and 7.99% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Stable | 15.55% | 1.91% | 9.00% | 19.54% | 8.67% | 7.99% |
| Portfolio components: | ||||||
UUP Invesco DB US Dollar Index Bullish Fund | 10.85% | 2.42% | 5.26% | 8.92% | 4.28% | 3.45% |
TLT iShares 20+ Year Treasury Bond ETF | -1.89% | 3.34% | 2.96% | 5.09% | -5.30% | -0.08% |
GLD SPDR Gold Trust | 27.34% | -3.58% | 13.09% | 29.59% | 11.91% | 7.86% |
QQQ Invesco QQQ | 26.37% | 5.72% | 13.75% | 34.30% | 21.38% | 18.21% |
Monthly Returns
The table below presents the monthly returns of Stable, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.23% | 1.15% | 2.89% | -1.40% | 2.32% | 2.40% | 1.51% | 0.93% | 2.44% | 0.40% | 1.56% | 15.55% | |
| 2023 | 5.74% | -1.90% | 5.14% | 0.31% | 1.67% | 0.99% | 0.77% | -0.89% | -3.67% | 0.19% | 5.05% | 3.57% | 17.80% |
| 2022 | -3.34% | 0.12% | 0.46% | -5.03% | -2.10% | -1.97% | 3.37% | -2.51% | -4.56% | -1.04% | 4.06% | -2.72% | -14.62% |
| 2021 | -1.46% | -2.87% | -0.43% | 2.47% | 1.30% | 1.32% | 2.22% | 1.07% | -2.57% | 2.88% | 1.47% | 0.54% | 5.89% |
| 2020 | 4.10% | 0.27% | 0.28% | 5.81% | 1.85% | 2.21% | 4.68% | 1.17% | -2.14% | -1.72% | 1.28% | 2.11% | 21.46% |
| 2019 | 3.02% | 0.55% | 2.36% | 0.85% | 0.07% | 3.74% | 1.38% | 4.34% | -1.13% | 0.99% | 0.45% | 0.75% | 18.65% |
| 2018 | 1.37% | -1.15% | -0.34% | -0.08% | 2.30% | -0.21% | -0.18% | 1.50% | -0.86% | -1.79% | 0.57% | 0.58% | 1.64% |
| 2017 | 2.14% | 2.68% | 0.11% | 1.14% | 0.97% | -1.25% | 0.74% | 2.40% | -1.38% | 1.38% | 0.38% | 0.99% | 10.72% |
| 2016 | 1.25% | 2.94% | 0.31% | -0.15% | 0.39% | 3.39% | 2.65% | -0.64% | 0.22% | -1.44% | -3.07% | -0.02% | 5.81% |
| 2015 | 5.32% | -1.38% | -0.14% | -1.38% | 0.67% | -2.43% | 1.03% | -1.47% | -0.40% | 3.51% | -0.89% | -0.99% | 1.19% |
| 2014 | 2.30% | 2.46% | -1.21% | 0.36% | 1.33% | 2.00% | 0.11% | 2.87% | -1.25% | 0.85% | 2.21% | 1.07% | 13.78% |
| 2013 | -0.44% | -0.03% | 1.17% | -0.52% | -1.83% | -3.86% | 2.38% | 1.07% | -0.53% | 1.51% | -1.02% | -0.77% | -2.99% |
Expense Ratio
Stable features an expense ratio of 0.38%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Stable is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
UUP Invesco DB US Dollar Index Bullish Fund | 1.50 | 2.24 | 1.27 | 1.59 | 5.77 |
TLT iShares 20+ Year Treasury Bond ETF | 0.45 | 0.73 | 1.08 | 0.15 | 1.03 |
GLD SPDR Gold Trust | 1.91 | 2.54 | 1.33 | 3.57 | 10.97 |
QQQ Invesco QQQ | 1.92 | 2.53 | 1.34 | 2.47 | 8.94 |
Dividends
Dividend yield
Stable provided a 2.50% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.50% | 2.61% | 1.09% | 0.48% | 0.51% | 1.26% | 1.16% | 0.84% | 0.92% | 0.90% | 1.02% | 1.07% |
| Portfolio components: | ||||||||||||
UUP Invesco DB US Dollar Index Bullish Fund | 5.81% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.61% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Stable. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Stable was 17.36%, occurring on Nov 3, 2022. Recovery took 287 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.36% | Nov 22, 2021 | 240 | Nov 3, 2022 | 287 | Dec 27, 2023 | 527 |
| -11.6% | May 21, 2008 | 123 | Nov 12, 2008 | 172 | Jul 22, 2009 | 295 |
| -9.48% | Oct 4, 2012 | 182 | Jun 27, 2013 | 249 | Jun 24, 2014 | 431 |
| -8.73% | Mar 9, 2020 | 8 | Mar 18, 2020 | 13 | Apr 6, 2020 | 21 |
| -7.91% | Sep 3, 2020 | 127 | Mar 8, 2021 | 84 | Jul 7, 2021 | 211 |
Volatility
Volatility Chart
The current Stable volatility is 2.02%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| QQQ | TLT | UUP | GLD | |
|---|---|---|---|---|
| QQQ | 1.00 | -0.24 | -0.17 | 0.05 |
| TLT | -0.24 | 1.00 | -0.06 | 0.20 |
| UUP | -0.17 | -0.06 | 1.00 | -0.45 |
| GLD | 0.05 | 0.20 | -0.45 | 1.00 |